#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL;
namespace Cephei.QL.Experimental.Mcbasket
{
     // <summary> 
	// ! References:  Francis Longstaff, Eduardo Schwartz, 2001. Valuing American Options by Simulation: A Simple Least-Squares Approach, The Review of Financial Studies, Volume 14, No. 1, 113-147  \test the correctness of the returned value is tested by reproducing results available in web/literature
	// </summary>
    [Guid ("FAD8669E-B08A-4802-B934-52515F963C64"),ComVisible(true)]
	public interface IMCLongstaffSchwartzPathEngine : Cephei.QL.IPricingEngine
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 IMCLongstaffSchwartzPathEngine Calculate {get;}
    }

    // <summary> 
	// ! References:  Francis Longstaff, Eduardo Schwartz, 2001. Valuing American Options by Simulation: A Simple Least-Squares Approach, The Review of Financial Studies, Volume 14, No. 1, 113-147  \test the correctness of the returned value is tested by reproducing results available in web/literature Factory
	// </summary>
   	[ComVisible(true)]
    public interface IMCLongstaffSchwartzPathEngine_Factory // : Collection_Factory<IMCLongstaffSchwartzPathEngine, ICell<IMCLongstaffSchwartzPathEngine>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    IMCLongstaffSchwartzPathEngine Create (Cephei.QL.IStochasticProcess process, UInt64 timeSteps, UInt64 timeStepsPerYear, Boolean brownianBridge, Boolean antitheticVariate, Boolean controlVariate, UInt64 requiredSamples, Double requiredTolerance, UInt64 maxSamples, UInt64 seed, Microsoft.FSharp.Core.FSharpOption<UInt64> nCalibrationSamples);
    }
}

